hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
962.77
Total PnL
-37.23 (-3.72%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
1526.17 (75.49%)
Total Fees
6.21
Position avg (max), %
88.95 (253.75)
Profit Factor
0.99
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -18.82% | -29.06% | -17.91% | 13.20% | 49.27% | -23.91% | -24.49% |
| 2025 | 26.36% | -25.15% | 11.19% | -9.35% | -3.74% | 1.05% | -15.45% | 16.78% | 3.76% | -0.96% | 22.95% | 3.18% | 19.34% |
| 2026 | 6.57% | 6.72% | 0.44% | 0.13% | -6.56% | 0.04% | — | — | — | — | — | — | 6.91% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 962.77 |
| Min balance | 495.62 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | 2.21 |
| Best month, % | 61.19 |
| Worst month, % | -38.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -37.23 |
| Total PnL, % | -3.72 |
| Gross profit | 800.82 |
| Gross loss | 811.16 |
| Trading volume (USDT) | 17266.82 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.21 |
| Funding net | -20.69 |
| Funding accrued (received) | 35.98 |
| Funding paid | 56.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -1.0333 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.95 |
| Position max, % of margin balance | 253.75 |
| Max Drawdown | 1526.17 |
| Max Drawdown, % | 75.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9873 |
| Recovery Factor (Total PnL / Max DD) | -0.0244 |
| Sharpe ratio (monthly) | 0.3442 |
| Sortino ratio (monthly) | 0.5892 |
| CAGR, % | -1.56 |
| Calmar ratio (CAGR / Max DD%) | -0.0206 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -10.33 | Fee: 6.21 | Vol: 17266.82
Realized PnL by Symbol
Details
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